Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm

DOI10.1080/00031305.2014.899273OpenAlexW2092838104WikidataQ58250499 ScholiaQ58250499MaRDI QIDQ5877640

Yudi Pawitan, Woo-Joo Lee

Publication date: 15 February 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2014.899273

zbMATH Keywords

expectation-maximization algorithmstandard errorsobserved information

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator ⋮ A generative approach to modeling data with quantitative and qualitative responses ⋮ Is EM really necessary here? Examples where it seems simpler not to use EM

Uses Software

• SemiPar
• BayesDA
• Fahrmeir
• ElemStatLearn

Cites Work

• Direct Calculation of the Information Matrix via the EM Algorithm
• Semiparametric Regression
• Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood
• Differentiation Under the Integral Sign
• Multivariate statistical modelling based on generalized linear models.
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